When SmartScreen in Microsoft Windows 10 appears it usually says the app you want to install is unrecognized. The filter then leaves you with only one button to push: "Don't run".
By showing only one option, Microsoft hopes to prevent the majority of users from running untrusted apps, because many won't bother to look beyond that single button.
If you still want to take the risk and proceed, click the "More info" link at the end of the warning paragraph.
When you click that, you then see a window like this one at right with a new option: Run anyway. Click that, and you're all set. The program will start installing as normal.